Our web site has been launched on 17.12.2008.
The sections about us, news, service, team, partners and contacts are up and running.
Projects section is not yet available. We plan to launch projects section in early January 2009.
-
16.12.08
-
19.11.08
Quant Geeks has successfully implemented a new approach to non parametric estimation of probability distribution in order to improve risk management
The primary limitation of convential Monte Carlo approach is the required assumption of the underline probability distribution. Most researchers assume normal distribution, but in finance non normal fat-tailed distributions are common. This leads to underestimate of the potential risk.
Our approach allows not to improse any assumptions on the underline distribution. The non-parametric procedure estimates the probability density function directly without any assumptions on the form of the probability density function.
The detailed report including technical details will be available on our projects web page in early January 2009.
-
19.11.08
The senior representatives of Quant Geeks are going to roadshow to London and Zurich in order to meet with potential customers. The roadshow is starting at the end of January lasting two weeks up to 6th of February.
If you like to arrange a meeting with us on the roadshow, please contact us
-
18.09.08
Alexander Maystrenko has joined our team. Alexander has lots of experience in developement enterprise systems, specifically: ERM, CRM and cluster solutions. His primary objective as the head of development department is to improve efficiency of the development department and to implement best practices of reliability and computational efficiency.